0.32Open0.34Pre Close11 Volume563 Open Interest7.00Strike Price349.00Turnover27.28%IV2.04%PremiumDec 20, 2024Expiry Date0.15Intrinsic Value100Multiplier26DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5897Delta0.7875Gamma24.91Leverage Ratio-0.0033Theta-0.0026Rho-14.69Eff Leverage0.0072Vega